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A portfolio approach to optimal hedging for a commercial cattle feedlot

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  • Raymond M. Leuthold
  • Paul E. Peterson

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  • Raymond M. Leuthold & Paul E. Peterson, 1987. "A portfolio approach to optimal hedging for a commercial cattle feedlot," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(2), pages 119-133, April.
    • Handle: RePEc:wly:jfutmk:v:7:y:1987:i:2:p:119-133
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    Cited by:

    1. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017. "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, vol. 63(C), pages 31-40.
    2. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
    3. Lanfranco, Bruno, 1997. "Beef cattle futures markets: Is it possible in Uruguay?," Research Reports and Working Papers 310392, Instituto Nacional de Investigacion Agropecuaria (INIA).
    4. Fei, Chengcheng & Vedenov, Dmitry & Stevens, Reid B. & Anderson, David, 2021. "Single-Commodity vs. Joint Hedging in Cattle Feeding Cycle: Is Joint Hedging Always Essential?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 46(3), September.
    5. Nicolás Acevedo Vélez, 2007. "The cattle crush strategy: trading opportunities for cattle producers," Revista Ecos de Economía, Universidad EAFIT, October.
    6. Toth, Marian & Lancaric, Drahoslav & Piterkova, Andrea & Savov, Radovan & Rabek, Tomas, 2014. "Measuring Systematic Risk Of Unquoted Agricultural Farms," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, vol. 17(1), March.

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